The perturbed compound Poisson risk model with two-sided jumps

Author:

Zhang Zhimin,Yang Hu,Li Shuanming

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference22 articles.

1. An extension of the renewal equation and its application in the collective theory of risk;Gerber;Skandinavisk Aktuarietidskrift,1970

2. Risk theory for the compound Poisson process that is perturbed by diffusion;Dufresne;Insurance: Mathematics and Economics,1991

3. On the discounted penalty at ruin in a jump-diffusion and the perpetual put option;Gerber;Insurance: Mathematics and Economics,1998

4. On the discounted distribution functions of the surplus process perturbed by diffusion;Tsai;Insurance: Mathematics and Economics,2001

5. A generalized defective renewal equation for the surplus process perturbed by diffusion;Tsai;Insurance: Mathematics and Economics,2002

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